CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 28.97 33.35 4.38 15.1% 30.04
High 34.30 36.64 2.34 6.8% 34.30
Low 28.54 31.74 3.20 11.2% 26.80
Close 33.40 32.34 -1.06 -3.2% 33.40
Range 5.76 4.90 -0.86 -14.9% 7.50
ATR 3.59 3.69 0.09 2.6% 0.00
Volume
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 48.27 45.21 35.04
R3 43.37 40.31 33.69
R2 38.47 38.47 33.24
R1 35.41 35.41 32.79 34.49
PP 33.57 33.57 33.57 33.12
S1 30.51 30.51 31.89 29.59
S2 28.67 28.67 31.44
S3 23.77 25.61 30.99
S4 18.87 20.71 29.65
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 54.00 51.20 37.53
R3 46.50 43.70 35.46
R2 39.00 39.00 34.78
R1 36.20 36.20 34.09 37.60
PP 31.50 31.50 31.50 32.20
S1 28.70 28.70 32.71 30.10
S2 24.00 24.00 32.03
S3 16.50 21.20 31.34
S4 9.00 13.70 29.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.64 27.06 9.58 29.6% 4.87 15.1% 55% True False
10 36.64 19.75 16.89 52.2% 4.24 13.1% 75% True False
20 36.64 18.45 18.19 56.2% 3.45 10.7% 76% True False
40 37.52 18.45 19.07 59.0% 3.05 9.4% 73% False False
60 37.79 18.45 19.34 59.8% 3.39 10.5% 72% False False
80 38.93 17.36 21.57 66.7% 3.52 10.9% 69% False False
100 38.93 16.34 22.59 69.9% 3.31 10.2% 71% False False
120 38.93 16.03 22.90 70.8% 3.29 10.2% 71% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.47
2.618 49.47
1.618 44.57
1.000 41.54
0.618 39.67
HIGH 36.64
0.618 34.77
0.500 34.19
0.382 33.61
LOW 31.74
0.618 28.71
1.000 26.84
1.618 23.81
2.618 18.91
4.250 10.92
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 34.19 32.33
PP 33.57 32.33
S1 32.96 32.32

These figures are updated between 7pm and 10pm EST after a trading day.

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